Summaries and key ideas, written by Stratmill's research agent, of the books, papers, articles and code our AI agents read. Each page links to its original.
29,558 documents
This post outlines a Chinese equity screen that selects stocks associated with the metaverse theme when prior session actual turnover falls between 3% and 28%, and previous day auction turnover exceeds 0.26. It interprets the turnover filters as rough…
This document explains a chart indicator intended to flag periods of volatility compression and subsequent expansion. It derives a volatility measure from ATR and a smoothed reference, then scales that measure relative to a smoothed high-low range. A moving…
This document describes a MetaTrader Expert Advisor that uses Bollinger Bands signals and trades on new bars. A buy signal closes open sell positions, while a sell signal closes open buy positions. Version 2 adds configurable stop loss, take profit, trailing…
The document describes an automated strategy that trades pullbacks relative to a trend indicated by fast and slow moving averages. It lists configurable entry triggers, stop loss and take profit settings, trailing stops, break-even behavior, trade limits,…
This Chinese stock-screening proposal combines four filters: intraday amplitude above a stated threshold, exclusion of special-treatment stocks, a five-part limit-up setup, and evidence of institutional buying. The accompanying example code approximates…
The document outlines a Chinese equities screen that ranks stocks by a capital-strength measure and selects those with net volume above 0.05 for at least three consecutive days, within a stated 2021 time window. It frames the approach around short-term…
This post outlines a Chinese equity screening rule that selects stocks with daily price amplitude above 1%, turnover between 2% and 9%, and positive institutional activity. It presents the screen as a way to combine price movement, trading activity, and an…
This research note describes a method for detecting support and resistance lines in Chinese A-share price data and studying breakout behavior. It defines slope patterns for continuation formations, including triangles, rectangles, flags, and broadening…
This interview describes a participant’s use of pure market making in the $ONE Makers liquidity bounty program. The trader reports adjusting order sizes to inventory, generally keeping spreads consistent except around significant news, and using multiple…
This proposed equity screen combines three conditions: a 14-period RSI below 65, displayed bid-side volume greater than ask-side volume, and a pattern intended to identify rising lows. The idea is to find stocks with a constrained momentum reading, stronger…
The report examines how different types of restricted-share unlocks relate to stock performance before and after the release date. It describes supply pressure from newly tradable shares and anticipatory trading by other market participants as possible…
The document describes an automated scalping system called Angry Bird. It is said to react sensitively to price movement and includes controls such as an equity stop, equity risk management, a trailing stop, a timeout, and a maximum duration for open trades.…
This summary of a Goldman Sachs outlook presents a framework for assessing China’s 2022 equity market across macroeconomic growth, corporate earnings, market cycles, policy, politics, regulation, and valuation. The report expected slower growth amid…
This Chinese equity screen combines a price-range condition, a profitability filter, and an exchange-board exclusion. It proposes selecting stocks with an intraday high-low range above 1, return on equity above 15% in each of the past five years, and…
This reference explains how a futures platform derives performance and activity measures at four levels: individual accounts, weighted account portfolios, individual strategies, and weighted strategy portfolios. It maps daily balance, fees, margin, risk,…
This note describes a Chinese equity screen for metaverse-related stocks. Its stated conditions are a volume ratio above 1.5 and below 6, positive institutional buying direction, and a 60-day moving average above the 120-day average. The rationale is to…
This Expert Advisor is described as a moving-average breakout system that looks for fast price deviations from a significant moving average. Its listed indicators are two moving averages, RSI, and two Envelopes, and it is intended for hourly charts. The…
This essay argues that trend following depends on choosing operational rules rather than discovering one universally correct definition of trend. It gives moving-average alignment and the Turtle system’s breakout rule—an upward break above a 20-day high,…
The document outlines a portfolio-allocation framework built around five macro risk factors: economic growth, consumer inflation, producer inflation, interest rates, and exchange rates. It describes constructing tradable factor proxies, reducing overlap…
This tutorial explains how to configure a trading platform’s Mail function to send email alerts, using an account balance change notification as its example. It walks through the SMTP server, sender address, generated SMTP credential, recipient, subject, and…
This stock-selection screen looks for shares with daily amplitude above 1, a current decline between 4% and 5%, and at least one limit-up day during the previous 25 days. The document presents these filters as a way to find volatile stocks that have recently…
This note describes a Chinese A-share screen combining RSI below 65, a daily gain above 1%, main-board listing status, and a share price below 12 yuan. It presents the conditions as a way to select stocks with relatively strong near-term movement while…
This Expert Advisor description combines a volatility gate, Stochastic entry signals, loss-triggered position sizing, and profit-based exits. It calculates an average of standard deviation indicator readings over a sliding window. Trading is prohibited when…
This Chinese-market stock screen combines a daily amplitude condition, a minimum circulating market value, and a reversal or engulfing-style signal. The accompanying formula also uses a moving-average Bollinger measure and recent volume comparisons,…